+166.4%
MTZ vs ET
+235.7%
-69.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.8% |
| 7D | +3.6% | +0.4% | +3.1% | +3.3% |
| 30D | -9.6% | +6.9% | -16.5% | -13.2% |
| 3M | -31.9% | +13.1% | -45.0% | -37.3% |
| 6M | -13.8% | +18.7% | -32.5% | -23.3% |
| YTD | +13.3% | +37.4% | -24.2% | -8.6% |
| 1Y | +39.3% | +34.8% | +4.5% | +13.6% |
| 3Y | +168.3% | +96.8% | +71.5% | +81.0% |
| 5Y | +166.4% | +238.2% | -71.8% | +43.0% |
| All | +166.4% | +235.7% | -69.3% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling